[FEATURE REQ] OpenAI Structured Outputs

[TomasHubelbauer]

Library name

Azure.AI.OpenAI

Please describe the feature.

Please add support for OpenAI API Structured Outputs:
https://openai.com/index/introducing-structured-outputs-in-the-api/

POST /v1/chat/completions
{
  "model": "gpt-4o-2024-08-06",
  "messages": [
    {
      "role": "system",
      "content": "You are a helpful math tutor."
    },
    {
      "role": "user",
      "content": "solve 8x + 31 = 2"
    }
  ],
  "response_format": {
    "type": "json_schema",
    "json_schema": {
      "name": "math_response",
      "strict": true,
      "schema": {
        "type": "object",
        "properties": {
          "steps": {
            "type": "array",
            "items": {
              "type": "object",
              "properties": {
                "explanation": {
                  "type": "string"
                },
                "output": {
                  "type": "string"
                }
              },
              "required": ["explanation", "output"],
              "additionalProperties": false
            }
          },
          "final_answer": {
            "type": "string"
          }
        },
        "required": ["steps", "final_answer"],
        "additionalProperties": false
      }
    }
  }
}

We'd like to be able to use the Azure OpenAI SDK to call OpenAI with structured outputs using response_format to get it to answer in complex shapes like nested objects or arrays of strings.

Thank you

[TomasHubelbauer]

Dupe of #43315.